Results 91 to 100 of about 6,227 (165)

Estimating Stochastic Volatility Models Using Realized Measures

, 2014
Jeremias Bekierman, Bastian Gribisch
openalex   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Market Volatility Asymmetries: The Effects of Stock Market Returns on Realized and Implied Volatilities

, 2009
Matthew M. Chestnut
openalex   +1 more source

Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models

, 2013
Xiangjin Bruce Chen, Jiti Gao, Degui Li, Param Silvapulle   +3 more
openalex   +1 more source

Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets. [PDF]

PLoS One
Ouyang F, Peng W, Chen T.
europepmc   +1 more source

Implied Volatility V/s Realized Volatility A Forecasting Dimension for Indian Markets

, 2016
Karam Pal Narwal, Ved Pal Sheera, Ruhee Mittal   +2 more
openalex   +1 more source

The impact of patent activity on idiosyncratic volatility in U.S. pharmaceutical companies. [PDF]

PLoS One
Atilgan E, Türkmen Ceylan FB, Doruk ÖT, Ertuğrul HM, Barak AY.   +4 more
europepmc   +1 more source

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
europepmc   +1 more source

A Vector Heterogeneous Autoregressive Index Model for Realized Volatility Measures

, 2016
Gianluca Cubadda, Barbara Guardabascio, Alain Hecq   +2 more
openalex   +1 more source

Design of an iterative adaptive method for volatility-aware test case prioritization in rapidly evolving software systems. [PDF]

MethodsX
Rao KS, Rao AA, Raju PR.
europepmc   +1 more source